Related papers: First and Second Order Optimal $\mathcal{H}_2$ Mod…
The Iterative Rational Krylov Algorithm (IRKA) of [8] is an interpolatory model reduction approach to the optimal $\mathcal{H}_2$ approximation problem. Even though the method has been illustrated to show rapid convergence in various…
We extend the convergence analysis for methods solving PDE-constrained optimal control problems containing both discrete and continuous control decisions based on relaxation and rounding strategies to the class of first order semilinear…
In this work we adapt a prediction-correction algorithm for continuous time-varying convex optimization problems to solve dynamic programs arising from Model Predictive Control. In particular, the prediction step tracks the evolution of the…
We study deep state-space models (Deep SSMs) that contain linear quadratic-output (LQO) systems as internal blocks and present a compression method with a provable output error guarantee. We first derive an upper bound on the output error…
This work presents a novel algorithm for impulsive optimal control of linear time-varying systems with the inclusion of input magnitude constraints. Impulsive optimal control problems, where the optimal input solution is a sum of delta…
A wide range of applications arising in machine learning and signal processing can be cast as convex optimization problems. These problems are often ill-posed, i.e., the optimal solution lacks a desired property such as uniqueness or…
This paper proposes a reinforcement learning (RL) algorithm for infinite horizon $\rm {H_{2}/H_{\infty}}$ problem in a class of stochastic discrete-time systems, rather than using a set of coupled generalized algebraic Riccati equations…
This paper develops and analyzes feedback-based online optimization methods to regulate the output of a linear time-invariant (LTI) dynamical system to the optimal solution of a time-varying convex optimization problem. The design of the…
This paper proposes a homogeneous second-order descent framework (HSODF) for nonconvex and convex optimization based on the generalized homogeneous model (GHM). In comparison to the Newton steps, the GHM can be solved by extremal symmetric…
This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…
Switching time optimization arises in finite-horizon optimal control for switched systems where, given a sequence of continuous dynamics, one minimizes a cost function with respect to the switching times. We propose an efficient method for…
During the past decade, Model Order Reduction (MOR) has become key enabler for the efficient simulation of large circuit models. MOR techniques based on moment-matching are well established due to their simplicity and computational…
In this study, we develop an extended implicit moment method, namely, a coupled high-order low-order (HOLO) method and apply it to the electromagnetic Vlasov-Darwin model. The high-order (HO) system evolves particles in a manner that…
First-order optimization methods, such as SGD and Adam, are widely used for training large-scale deep neural networks due to their computational efficiency and robust performance. However, relying solely on gradient information, these…
In this paper, we introduce a Homogeneous Second-Order Descent Method (HSODM) using the homogenized quadratic approximation to the original function. The merit of homogenization is that only the leftmost eigenvector of a gradient-Hessian…
We introduce several spatially adaptive model order reduction approaches tailored to non-coercive elliptic boundary value problems, specifically, parametric-in-frequency Helmholtz problems. The offline information is computed by means of…
For multiple index models, it has recently been shown that the sliced inverse regression (SIR) is consistent for estimating the sufficient dimension reduction (SDR) space if and only if $\rho=\lim\frac{p}{n}=0$, where $p$ is the dimension…
In this paper we study the relationship between the optimal value of a homogeneous quadratic optimization problem and that of its Semidefinite Programming (SDP) relaxation. We consider two quadratic optimization models: (1) $\min \{x^* C x…
Inverse scattering has a broad applicability in quantum mechanics, remote sensing, geophysical, and medical imaging. This paper presents a robust direct reduced order model (ROM) method for solving inverse scattering problems based on an…
We propose a new approach to solve optimal stopping problems via simulation. Working within the backward dynamic programming/Snell envelope framework, we augment the methodology of Longstaff-Schwartz that focuses on approximating the…